ECBOT 10 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 02-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2016 |
02-May-2016 |
Change |
Change % |
Previous Week |
| Open |
130-000 |
129-255 |
-0-065 |
-0.2% |
129-085 |
| High |
130-000 |
130-000 |
0-000 |
0.0% |
130-000 |
| Low |
129-185 |
129-165 |
-0-020 |
0.0% |
128-285 |
| Close |
129-295 |
129-175 |
-0-120 |
-0.3% |
129-295 |
| Range |
0-135 |
0-155 |
0-020 |
14.8% |
1-035 |
| ATR |
0-132 |
0-134 |
0-002 |
1.2% |
0-000 |
| Volume |
3,055 |
8,028 |
4,973 |
162.8% |
19,876 |
|
| Daily Pivots for day following 02-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-045 |
130-265 |
129-260 |
|
| R3 |
130-210 |
130-110 |
129-218 |
|
| R2 |
130-055 |
130-055 |
129-203 |
|
| R1 |
129-275 |
129-275 |
129-189 |
129-248 |
| PP |
129-220 |
129-220 |
129-220 |
129-206 |
| S1 |
129-120 |
129-120 |
129-161 |
129-092 |
| S2 |
129-065 |
129-065 |
129-147 |
|
| S3 |
128-230 |
128-285 |
129-132 |
|
| S4 |
128-075 |
128-130 |
129-090 |
|
|
| Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-298 |
132-172 |
130-170 |
|
| R3 |
131-263 |
131-137 |
130-073 |
|
| R2 |
130-228 |
130-228 |
130-040 |
|
| R1 |
130-102 |
130-102 |
130-008 |
130-165 |
| PP |
129-193 |
129-193 |
129-193 |
129-225 |
| S1 |
129-067 |
129-067 |
129-262 |
129-130 |
| S2 |
128-158 |
128-158 |
129-230 |
|
| S3 |
127-123 |
128-032 |
129-197 |
|
| S4 |
126-088 |
126-317 |
129-100 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
130-000 |
128-285 |
1-035 |
0.9% |
0-147 |
0.4% |
59% |
True |
False |
5,126 |
| 10 |
130-120 |
128-285 |
1-155 |
1.1% |
0-139 |
0.3% |
44% |
False |
False |
3,499 |
| 20 |
131-075 |
128-285 |
2-110 |
1.8% |
0-112 |
0.3% |
28% |
False |
False |
2,472 |
| 40 |
131-075 |
127-310 |
3-085 |
2.5% |
0-078 |
0.2% |
48% |
False |
False |
1,257 |
| 60 |
131-075 |
127-310 |
3-085 |
2.5% |
0-053 |
0.1% |
48% |
False |
False |
838 |
| 80 |
131-075 |
125-255 |
5-140 |
4.2% |
0-040 |
0.1% |
69% |
False |
False |
628 |
| 100 |
131-075 |
124-115 |
6-280 |
5.3% |
0-032 |
0.1% |
75% |
False |
False |
502 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-019 |
|
2.618 |
131-086 |
|
1.618 |
130-251 |
|
1.000 |
130-155 |
|
0.618 |
130-096 |
|
HIGH |
130-000 |
|
0.618 |
129-261 |
|
0.500 |
129-242 |
|
0.382 |
129-224 |
|
LOW |
129-165 |
|
0.618 |
129-069 |
|
1.000 |
129-010 |
|
1.618 |
128-234 |
|
2.618 |
128-079 |
|
4.250 |
127-146 |
|
|
| Fisher Pivots for day following 02-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
129-242 |
129-240 |
| PP |
129-220 |
129-218 |
| S1 |
129-198 |
129-197 |
|